Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47884.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46489.2 Kr¶

PnL: ---------------------------------------> -399.37 Kr¶

DD now: ---------------------------------> -1.532 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:09:05.673303'

Anic Portfolio¶

Today¶

Return: 0.362 %¶

This Week¶

Return: 0.739 %¶

Total¶

Return: 56.762 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.460000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.460000 432.000000 77.000000 21.690000 355.000000
Corem Property Group B 59 -2.050000 649.000000 72.000000 12.480000 576.999999
Boozt 12 0.700000 1718.400000 64.400000 3.890000 1653.999996
SAAB B 8 1.130000 3432.800000 55.800000 1.650000 3377.000000
HMS Networks 2 -0.280000 717.600000 44.600000 6.630000 673.000000
OEM International B 7 0.630000 559.300000 31.300000 5.930000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.000000 546.800000 14.800000 2.780000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.740000 257.760000 11.760000 4.780000 246.000000
Karnov Group 9 -0.490000 545.400000 9.400000 1.750000 536.000004
AcadeMedia 12 0.510000 563.520000 6.520000 1.170000 557.000004
Resurs Holding 22 0.150000 579.480000 5.480000 0.950000 573.999998
Swedbank A 3 1.210000 565.800000 1.800000 0.320000 564.000000
Essity A 4 -1.370000 1150.000000 1.000000 0.090000 1149.000000
Norva24 Group 16 0.300000 543.680000 0.680000 0.130000 543.000000
Creaspac SPAC 6 -0.410000 576.000000 -1.000000 -0.170000 577.000002
Securitas B 6 -0.130000 568.680000 -1.320000 -0.230000 570.000000
Essity B 2 -1.310000 572.400000 -1.600000 -0.280000 574.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 -0.650000 579.600000 -3.400000 -0.580000 582.999984
CTEK 13 1.370000 530.010000 -3.990000 -0.750000 533.999999
Nordea Bank Abp 29 -0.050000 3447.520000 -6.480000 -0.190000 3453.999992
International Petroleum Corp. 5 1.750000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.560000 3759.000000 -91.000000 -2.360000 3850.000000
OX2 18 1.760000 1540.440000 -123.560000 -7.430000 1663.999992
Axfood 13 -0.400000 3573.700000 -182.300000 -4.850000 3756.000001
Ovzon 52 3.360000 3036.800000 -325.200000 -9.670000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46489.200000 -399.370000 -1.53241% 46888.564618

Updated:¶

'2023-01-18 11:09:18.155422'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶